+87.6%
SMH vs OWL
-38.6%
+126.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.2% |
| 7D | +0.3% | -10.1% | +10.4% | +2.6% |
| 30D | -2.8% | -11.9% | +9.1% | -0.2% |
| 3M | -6.7% | +10.7% | -17.4% | -9.1% |
| 6M | +41.8% | +22.1% | +19.6% | +34.1% |
| YTD | +57.9% | -24.8% | +82.7% | +69.6% |
| 1Y | +87.6% | -39.2% | +126.8% | +106.8% |
| All | +87.6% | -38.6% | +126.3% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling